LFM (version 0.3.1)

LFM: Generate Laplace factor models

Description

The function is to generate Laplace factor model data. The function supports various distribution types for generating the data, including: - `truncated_laplace`: Truncated Laplace distribution - `log_laplace`: Univariate Symmetric Log-Laplace distribution - `Asymmetric Log_Laplace`: Log-Laplace distribution - `Skew-Laplace`: Skew-Laplace distribution

Usage

LFM(n, p, m, distribution_type)

Value

A list containing the following elements:

data

A numeric matrix of the generated data.

A

A numeric matrix representing the factor loadings.

D

A numeric matrix representing the uniquenesses, which is a diagonal matrix.

Arguments

n

An integer specifying the sample size.

p

An integer specifying the sample dimensionality or the number of variables.

m

An integer specifying the number of factors in the model.

distribution_type

A character string indicating the type of distribution to use for generating the data.

Examples

library(MASS)
library(matrixcalc)
library(relliptical)
n <- 1000
p <- 10
m <- 5
sigma1 <- 1
sigma2 <- matrix(c(1,0.7,0.7,1), 2, 2)
distribution_type <- "truncated_laplace"
results <- LFM(n, p, m, distribution_type)
print(results)